Credit Suisse upgrades Merlin pricing tools

LONDON - Credit Suisse is set to make a series of enhancements to its foreign exchange structured products platform Merlin, due for release in the fourth quarter this year.

The upgrades include executable streaming prices and the addition of securitised dual currency deposits trading. The bank also plans to introduce improved exotic options pricing tools that will electronically recognise additional risks that can be netted when pricing multi-leg structures.

"Merlin is already good at pricing

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